Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.71 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52230.74 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48102.07 Kr¶

PnL: ---------------------------------------> -829.93 Kr¶

DD now: ---------------------------------> -1.675 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 15:22:40.613808'

Anic Portfolio¶

Today¶

Return: 0.299 %¶

This Week¶

Return: -0.163 %¶

Total portfolio value¶

Return including deposits: 70.99 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 6.640000 700.700000 61.700000 9.660000 638.999984
Biotage 4 1.470000 633.200000 30.200000 5.010000 603.000000
Embracer Group B 26 1.970000 687.830000 25.830000 3.900000 661.999988
Vitrolife 3 1.300000 701.400000 24.400000 3.600000 677.000001
Xvivo Perfusion 3 -1.530000 868.500000 23.500000 2.780000 845.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Addtech B 3 0.420000 718.200000 18.200000 2.600000 699.999999
Svolder B 35 0.000000 2192.750000 13.750000 0.630000 2179.000005
Fortnox 10 0.710000 681.200000 13.200000 1.980000 668.000000
SynAct Pharma 9 -0.140000 657.000000 12.000000 1.860000 645.000003
Humana 40 3.380000 684.800000 10.800000 1.600000 674.000000
NCC B 7 0.430000 659.400000 5.400000 0.830000 653.999997
Addnode Group B 6 -0.790000 754.200000 2.200000 0.290000 751.999998
Indutrade 5 -0.490000 1322.000000 2.000000 0.150000 1320.000000
Latour B 2 -0.530000 449.600000 0.600000 0.130000 449.000000
Volati 5 0.170000 574.000000 0.000000 0.000000 574.000000
SCA A 4 1.360000 596.000000 -3.000000 -0.500000 599.000000
Nolato B 12 -1.300000 639.000000 -9.000000 -1.390000 648.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Profoto Holding 7 -1.450000 571.200000 -10.800000 -1.860000 581.999999
Investor B 3 -0.370000 646.350000 -11.650000 -1.770000 657.999999
Sdiptech B 3 -1.820000 809.400000 -12.600000 -1.530000 822.000000
BONESUPPORT HOLDING 10 -0.080000 1209.000000 -15.000000 -1.230000 1224.000000
Sedana Medical 135 3.850000 4293.000000 -38.000000 -0.880000 4330.999935
Lime Technologies 2 -4.800000 555.000000 -38.000000 -6.410000 593.000000
Ambea 68 1.160000 2494.240000 -42.760000 -1.690000 2537.000032
Lundin Gold 7 -0.460000 912.800000 -61.200000 -6.280000 973.999999
Creades A 7 -0.510000 546.000000 -65.000000 -10.640000 610.999998
Investor A 16 -0.550000 3446.400000 -98.600000 -2.780000 3545.000000
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
New Wave B 40 -0.310000 3748.400000 -167.600000 -4.280000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.020000 2652.900000 -314.100000 -10.590000 2966.999993
TOTAL 48102.070000 -829.930000 -1.67471% 48931.999868

Updated:¶

'2023-06-14 15:22:56.502885'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶